STRATEGY VWAP MOMENTUM

20251010 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 19

Periodo: 2025-10-10 08:37:00 - 2025-10-10 22:59:00

Exposure Days: 1

Trades per Day: 19.00

Avg Duration: 43.32 min

Median Duration: 13.00 min

PERFORMANCE

Total Profit: $15,455.00

Avg Profit: $813.42

Median Profit: $2,500.00

Std Profit: $1,887.85

Profit Factor: 2.55

WIN/LOSS

Win Rate: 55.6%

Winners / Losers: 10 / 8 (Ratio: 1:2)

Gross Profit: $25,430.00

Gross Loss: $-9,975.00

Avg Winner: $2,311.82

Avg Loser: $-1,246.88

Avg Winner / Avg Loser: (Ratio: 1:1.85)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.43

Sortino Ratio: 1.70

Ulcer Index: 12.71

EXIT REASONS

TARGET exits: 10 (52.6%)

STOP exits: 6 (31.6%)

EOD exits: 1 (5.3%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,810.00

Avg P&L: $-905.00

SHORT ENTRIES (SELL)

Total SHORT: 17

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $17,265.00

Avg P&L: $1,015.59

CUMULATIVE P&L